| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1,982.8 |
1,968.4 |
-14.4 |
-0.7% |
1,985.5 |
| High |
1,988.3 |
1,970.0 |
-18.3 |
-0.9% |
2,025.5 |
| Low |
1,949.4 |
1,925.4 |
-24.0 |
-1.2% |
1,941.1 |
| Close |
1,970.6 |
1,943.8 |
-26.8 |
-1.4% |
1,970.6 |
| Range |
38.9 |
44.6 |
5.7 |
14.7% |
84.4 |
| ATR |
40.6 |
40.9 |
0.3 |
0.8% |
0.0 |
| Volume |
248,525 |
209,771 |
-38,754 |
-15.6% |
1,171,016 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.2 |
2,056.6 |
1,968.3 |
|
| R3 |
2,035.6 |
2,012.0 |
1,956.1 |
|
| R2 |
1,991.0 |
1,991.0 |
1,952.0 |
|
| R1 |
1,967.4 |
1,967.4 |
1,947.9 |
1,956.9 |
| PP |
1,946.4 |
1,946.4 |
1,946.4 |
1,941.2 |
| S1 |
1,922.8 |
1,922.8 |
1,939.7 |
1,912.3 |
| S2 |
1,901.8 |
1,901.8 |
1,935.6 |
|
| S3 |
1,857.2 |
1,878.2 |
1,931.5 |
|
| S4 |
1,812.6 |
1,833.6 |
1,919.3 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.3 |
2,185.8 |
2,017.0 |
|
| R3 |
2,147.9 |
2,101.4 |
1,993.8 |
|
| R2 |
2,063.5 |
2,063.5 |
1,986.1 |
|
| R1 |
2,017.0 |
2,017.0 |
1,978.3 |
1,998.1 |
| PP |
1,979.1 |
1,979.1 |
1,979.1 |
1,969.6 |
| S1 |
1,932.6 |
1,932.6 |
1,962.9 |
1,913.7 |
| S2 |
1,894.7 |
1,894.7 |
1,955.1 |
|
| S3 |
1,810.3 |
1,848.2 |
1,947.4 |
|
| S4 |
1,725.9 |
1,763.8 |
1,924.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,025.5 |
1,925.4 |
100.1 |
5.1% |
44.1 |
2.3% |
18% |
False |
True |
243,797 |
| 10 |
2,025.5 |
1,925.4 |
100.1 |
5.1% |
41.2 |
2.1% |
18% |
False |
True |
221,720 |
| 20 |
2,025.5 |
1,904.8 |
120.7 |
6.2% |
40.7 |
2.1% |
32% |
False |
False |
217,402 |
| 40 |
2,097.0 |
1,865.5 |
231.5 |
11.9% |
40.9 |
2.1% |
34% |
False |
False |
232,130 |
| 60 |
2,097.0 |
1,705.7 |
391.3 |
20.1% |
38.7 |
2.0% |
61% |
False |
False |
155,395 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.7% |
37.6 |
1.9% |
65% |
False |
False |
116,587 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.7% |
35.9 |
1.8% |
65% |
False |
False |
93,300 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.7% |
32.9 |
1.7% |
65% |
False |
False |
77,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.6 |
|
2.618 |
2,086.8 |
|
1.618 |
2,042.2 |
|
1.000 |
2,014.6 |
|
0.618 |
1,997.6 |
|
HIGH |
1,970.0 |
|
0.618 |
1,953.0 |
|
0.500 |
1,947.7 |
|
0.382 |
1,942.4 |
|
LOW |
1,925.4 |
|
0.618 |
1,897.8 |
|
1.000 |
1,880.8 |
|
1.618 |
1,853.2 |
|
2.618 |
1,808.6 |
|
4.250 |
1,735.9 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,947.7 |
1,956.9 |
| PP |
1,946.4 |
1,952.5 |
| S1 |
1,945.1 |
1,948.2 |
|